C++ Engineer - Real Time Pricing and Risk, Equities Technology The successful candidate will join a team that designs and develops an equity derivatives pricing and risk system and will work hands-on with other developers, QA and production support teams. The team interacts with key stakeholders such as Portfolio Managers, Middle Office and Risk Managers. Must be a very strong hands-on developer. Must have good understanding of pricing and risk functionalities of a trading system. Must have experience in API level integration with quant model libraries. Must have excellent communication skills and be a team player.  Experience working in a Unix/Linux environment is a must. Principal Responsibilities

• Job requires building/maintaining an equity derivatives ticking risk system and its various calibration processes and workflows.
• Job requires building pricing services wrapped around quant model libraries
• Writing documentation.
• Testing code via approved frameworks.

Qualifications/Skills

• Expert level C++ and good Core Java skills
• Server-side coding experience of at least 5 to 10 years.
• Deep understanding of concurrent, multi-threaded application environments.

• Expertise in Object Oriented design, Design Patterns, Unit & Integration testing.
• Experience in developing real-time pricing/risk applications.

• Experience with middleware messaging platforms is required.
• General market knowledge of equity derivatives is desired.
• 5+ years of working with financial positions data and market data.
• Knowledge of Unix/Linux is required.
• Knowledge of Agile/Scrum development methodologies is required.
• B.S. in Computer Science (CIS) or Mathematics or Physics.
• Demonstrates thoroughness and strong ownership of work.
• Good team player with a strong willingness to participate and help others.
• Strong communication skills.
• Documentation writing is a must.
• Quick learner.
• Cope with pressure, ambitious team members and changing project priorities.

The estimated base salary range for this position is $175,000 to $250,000, which is specific to New York and may change in the future. Millennium pays a total compensation package which includes a base salary, discretionary performance bonus, and a comprehensive benefits package. When finalizing an offer, we take into consideration an individual’s experience level and the qualifications they bring to the role to formulate a competitive total compensation package.